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PSTR  

Panel Smooth Transition Regression Modelling
View on CRAN: Click here


Download and install PSTR package within the R console
Install from CRAN:
install.packages("PSTR")

Install from Github:
library("remotes")
install_github("cran/PSTR")

Install by package version:
library("remotes")
install_version("PSTR", "2.0.0")



Attach the package and use:
library("PSTR")
Maintained by
Yukai Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-27
Latest Update: 2026-02-27
Description:
Implements the Panel Smooth Transition Regression (PSTR) framework for nonlinear panel data modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package provides tools for model specification testing, to do PSTR model estimation, and to do model evaluation. The implemented tests allow for cluster dependence and are heteroskedasticity-consistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (as an option) is implemented in some functions, especially the bootstrap tests. The package supports parallel computation, which is useful for large-scale bootstrap procedures.
How to cite:
Yukai Yang (2026). PSTR: Panel Smooth Transition Regression Modelling. R package version 2.0.0, https://cran.r-project.org/web/packages/PSTR. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:16), 1.0.1 (2017-09-13 19:34), 1.1.0 (2017-09-25 16:04), 1.2.1 (2018-06-01 14:30), 1.2.3 (2018-12-09 19:00), 1.2.4 (2019-06-03 21:20)
Other packages that cited PSTR R package
View PSTR citation profile
Other R packages that PSTR depends, imports, suggests or enhances
Complete documentation for PSTR
Functions, R codes and Examples using the PSTR R package
Full PSTR package functions and examples
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